Computerized Trading: Maximizing Day Trading and Overnight Profits

Complete with explanatory charts, diagrams, and checklists, a detailed discussion of the use of computerized trading systems draws on the expertise of twenty expert traders, and gives step-by-step advice on strategies and reliable data to both beginning and experienced investors.

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Página 236Improvement can be obtained by adding a filter. IMPROVING THE SYSTEM
WITH A MEANINGFUL FILTER, OR SETUP Most simple systems are improved by
adding a filter to the system, to reduce the number of trades and improve
accuracy.

Página 238ADDING ANOTHER FILTER TO IMPROVE THE SYSTEM In system Intermarket
Three, shown in Figure 14.13, we add another momentum filter to Intermarket
Two. We will buy the S&P only ifT-bond momentum is positive, while the 5&1' ...

Página 374As for detecting bad ticks, WINdoTRADEr has a sophisticated bad price filter that
catches ticks in error by as little as four ticks. Detection is based on the kinds of
errors typically made by the typist at each exchange pit. Questions to Ask Does ...